NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 35.09 33.14 -1.95 -5.6% 38.08
High 35.59 34.32 -1.27 -3.6% 38.46
Low 32.65 32.70 0.05 0.2% 34.18
Close 32.74 32.96 0.22 0.7% 35.94
Range 2.94 1.62 -1.32 -44.9% 4.28
ATR 2.07 2.04 -0.03 -1.6% 0.00
Volume 111,912 121,174 9,262 8.3% 467,740
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.19 37.19 33.85
R3 36.57 35.57 33.41
R2 34.95 34.95 33.26
R1 33.95 33.95 33.11 33.64
PP 33.33 33.33 33.33 33.17
S1 32.33 32.33 32.81 32.02
S2 31.71 31.71 32.66
S3 30.09 30.71 32.51
S4 28.47 29.09 32.07
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.03 46.77 38.29
R3 44.75 42.49 37.12
R2 40.47 40.47 36.72
R1 38.21 38.21 36.33 37.20
PP 36.19 36.19 36.19 35.69
S1 33.93 33.93 35.55 32.92
S2 31.91 31.91 35.16
S3 27.63 29.65 34.76
S4 23.35 25.37 33.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.65 32.65 5.00 15.2% 1.89 5.7% 6% False False 102,897
10 38.52 32.65 5.87 17.8% 2.11 6.4% 5% False False 97,725
20 38.52 30.79 7.73 23.5% 2.17 6.6% 28% False False 86,723
40 42.30 30.79 11.51 34.9% 1.83 5.5% 19% False False 61,015
60 48.02 30.79 17.23 52.3% 1.71 5.2% 13% False False 52,466
80 52.04 30.79 21.25 64.5% 1.63 4.9% 10% False False 45,762
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.21
2.618 38.56
1.618 36.94
1.000 35.94
0.618 35.32
HIGH 34.32
0.618 33.70
0.500 33.51
0.382 33.32
LOW 32.70
0.618 31.70
1.000 31.08
1.618 30.08
2.618 28.46
4.250 25.82
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 33.51 34.59
PP 33.33 34.04
S1 33.14 33.50

These figures are updated between 7pm and 10pm EST after a trading day.

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